+115.3%
DDOG vs SPY
+78.7%
+36.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.5% |
| 7D | -6.1% | +0.5% | -6.6% | -6.8% |
| 30D | -10.1% | -0.9% | -9.2% | -8.9% |
| 3M | -9.3% | +3.9% | -13.1% | -13.7% |
| 6M | +67.2% | +14.5% | +52.7% | +39.1% |
| YTD | +54.6% | +12.9% | +41.7% | +31.6% |
| 1Y | +54.1% | +19.4% | +34.7% | +21.7% |
| 3Y | +115.3% | +78.5% | +36.8% | -4.8% |
| All | +115.3% | +78.7% | +36.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling